CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 1.4508 1.4203 -0.0305 -2.1% 1.4087
High 1.4508 1.4450 -0.0058 -0.4% 1.4508
Low 1.4355 1.4200 -0.0155 -1.1% 1.4030
Close 1.4381 1.4443 0.0062 0.4% 1.4443
Range 0.0153 0.0250 0.0097 63.4% 0.0478
ATR 0.0146 0.0154 0.0007 5.1% 0.0000
Volume 236,995 245,999 9,004 3.8% 1,363,060
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5114 1.5029 1.4581
R3 1.4864 1.4779 1.4512
R2 1.4614 1.4614 1.4489
R1 1.4529 1.4529 1.4466 1.4572
PP 1.4364 1.4364 1.4364 1.4386
S1 1.4279 1.4279 1.4420 1.4322
S2 1.4114 1.4114 1.4397
S3 1.3864 1.4029 1.4374
S4 1.3614 1.3779 1.4306
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 1.5761 1.5580 1.4706
R3 1.5283 1.5102 1.4574
R2 1.4805 1.4805 1.4531
R1 1.4624 1.4624 1.4487 1.4715
PP 1.4327 1.4327 1.4327 1.4372
S1 1.4146 1.4146 1.4399 1.4237
S2 1.3849 1.3849 1.4355
S3 1.3371 1.3668 1.4312
S4 1.2893 1.3190 1.4180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4508 1.4030 0.0478 3.3% 0.0194 1.3% 86% False False 272,612
10 1.4508 1.3811 0.0697 4.8% 0.0169 1.2% 91% False False 176,779
20 1.4730 1.3811 0.0919 6.4% 0.0127 0.9% 69% False False 90,412
40 1.5645 1.3811 0.1834 12.7% 0.0097 0.7% 34% False False 45,620
60 1.5860 1.3811 0.2049 14.2% 0.0077 0.5% 31% False False 30,557
80 1.5860 1.3811 0.2049 14.2% 0.0061 0.4% 31% False False 22,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5513
2.618 1.5105
1.618 1.4855
1.000 1.4700
0.618 1.4605
HIGH 1.4450
0.618 1.4355
0.500 1.4325
0.382 1.4296
LOW 1.4200
0.618 1.4046
1.000 1.3950
1.618 1.3796
2.618 1.3546
4.250 1.3138
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 1.4404 1.4395
PP 1.4364 1.4347
S1 1.4325 1.4299

These figures are updated between 7pm and 10pm EST after a trading day.

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